Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497122.6693 | 533062.885 | -35940.2157 | 56322.5221 | 2745904.0936 | -2689581.5716 |
Total P&L (%) | 497.1227 | 533.0629 | -35.9402 | 56.3225 | 2745.9041 | -2689.5816 |
Avg Daily Profit (%) | 0.2783 | 0.2984 | -0.0201 | 0.025 | 0.1876 | 0 |
Buy And Hold Return (%) | 327.5649 | 327.5649 | 327.5649 | 327.5649 | 327.5649 | 327.5649 |
Max Trade Drawdown | -196889 | -182531 | -67516 | -12034374 | -10937692 | -3012576 |
Profit Factor | 2.0643 | 2.498 | 0.6769 | 1.0036 | 1.2253 | 0.2434 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Losing Trades | 22 | 7 | 15 | 22 | 7 | 15 |
Profitability (%) | 65.0794 | 77.4194 | 53.125 | 65.0794 | 77.4194 | 53.125 |
Ratio Avg Win / Avg Loss | 1.1077 | 0.7286 | 0.5973 | 0.5385 | 0.3574 | 0.2148 |
Largest Winning Trade | 162667 | 162667 | 20428 | 7547905 | 7547905 | 313269 |
Largest Losing Trade | -86656 | -86656 | -17954 | -6965091 | -6965091 | -2188282 |
Avg Bars in Trades | 79 | 157 | 3 | 79 | 157 | 3 |
Avg Bars in Winners | 29 | 48 | 2 | 29 | 48 | 2 |
Avg Bars in Losers | 172 | 531 | 5 | 172 | 531 | 5 |
Bars Traded | 5006 | 4892 | 114 | 5006 | 4892 | 114 |
Profit Streak | 76.399 | 0 | 304.0657 | 76.399 | 0 | 304.0657 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147488 | 180130 | -578780 | -691979 | 338646 | -578780 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 86, "offset": 0, "std": 2.86431 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 86, "offset": 0, "std": 2.86431 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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